Shinyoung Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:98.22% (-9.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1203 | 8.30 | |
| 0.1248 | 9.84 | |
| 0.7871 | 37.65 | |
| 0.0381 | 1.29 | |
| -0.0117 | -0.25 | |
| -0.1617 | -4.00 | |
| 0.2832 | 5.45 | |
| -0.2595 | -4.63 | |
| 0.1829 | 3.94 | |
| -0.0930 | -2.39 | |
| 0.0095 | 0.22 | |
| 0.2150 | 3.06 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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